Risk Management and Simulation: 1st Edition (e-Book) book cover

Risk Management and Simulation

1st Edition

By Aparna Gupta

CRC Press

523 pages

Purchasing Options:$ = USD
Hardback: 9781439835944
pub: 2013-06-18
eBook (VitalSource) : 9780429152399
pub: 2016-04-19
from $28.98

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The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk managemen

Table of Contents

Risk and Regulation: Defining Risk. Framework for Risk Management. Regulations and Risk Management. Modeling and Simulation of Risk: Principles of Simulation and Generating Random Variates. Modeling Risk Evolving over Time. Building and Solving Models of Risk. Risk Management: Managing Equity Market Risk. Managing Interest Rates and Other Market Risks. Credit Risk Management. Strategic, Business and Operational Risk Management. Risk Management Using Insurance. Advanced Simulation: Advanced Simulation Topics. Bibliography. Index.

About the Author

Aparna Gupta is an associate professor of quantitative finance, director of the Financial Engineering and Risk Analytics Program, and co-director of the Center for Financial Studies in the Lally School of Management at Rensselaer Polytechnic Institute. She is also an associate professor of industrial and systems engineering in the School of Engineering. Her research interest is in addressing issues in risk management at the individual and the institutional levels. She conducts US National Science Foundation funded research in financial innovation for risk management. Dr. Gupta earned her doctorate from Stanford University and her B.Sc. and M.Sc. degrees in Mathematics from the Indian Institute of Technology, Kanpur.

Subject Categories

BISAC Subject Codes/Headings:
BUSINESS & ECONOMICS / Operations Research